Abstract: | Selective model structure and parameter updating algorithms are introduced for both the online estimation of NARMAX models and training of radial basis function neural networks. Techniques for on-line model modification, which depend on the vector-shift properties of regression variables in linear models, cannot be applied when the model is non-linear. In the present paper new methods for on-line model modification are developed. These methods are based on selectively updating the non-linear model structure and therefore lead to a reduction in computational cost. A real data set is used to demonstrate the performance of the new algorithms. © 1998 John Wiley & Sons, Ltd. |